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Register a new userNonautonomous Kolmogorov parabolic equations with unbounded coefficients
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We study a class of elliptic operators $A$ with unbounded coefficients defined in $ItimesCR^d$ for some unbounded interval $IsubsetCR$. We prove that, for any $sin I$, the Cauchy problem $u(s,cdot)=fin C_b(CR^d)$ for the parabolic equation $D_tu=Au$ admits a unique bounded classical solution $u$. This allows to associate an evolution family ${G(t,s)}$ with $A$, in a natural way. We study the main properties of this evolution family and prove gradient estimates for the function $G(t,s)f$. Under suitable assumptions, we show that there exists an evolution system of measures for ${G(t,s)}$ and we study the first properties of the extension of $G(t,s)$ to the $L^p$-spaces with respect to such measures.
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